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Actress Rebecca Romijn, 40, plays a private eye on TNT's King & Maxwell, and chatted this week with PEOPLE about "one last thing"

Last sport I played
My character is a former Olympic rower, and I used to row, so I was like, "I'll show them how it's done." At my first training session, the boat was only about a foot wide and very tippy. I was in the lake in about two minutes.